-48.8%
S vs PTC
+38.0%
-86.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -13.4% | -0.2% | -13.2% | -13.2% |
| 30D | -14.0% | +0.8% | -14.7% | -14.3% |
| 3M | +4.9% | +32.1% | -27.2% | -18.2% |
| 6M | +42.0% | +42.6% | -0.6% | +1.3% |
| YTD | +45.1% | +12.0% | +33.2% | +28.7% |
| 1Y | +33.1% | +12.2% | +20.9% | +18.4% |
| 3Y | +40.6% | +31.2% | +9.4% | +2.5% |
| 5Y | -67.5% | +54.9% | -122.4% | -80.6% |
| All | -48.8% | +38.0% | -86.7% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling